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Why worry? 
Frost injures plants by causing ice crystals to form in plant cells. This makes water unavailable to plant tissues and disrupts the movement of fluids. Frost-damaged leaves appear water-soaked, shrivel and turn dark brown or black.

Plants are classified according to the minimum temperatures they normally tolerate. "Hardy" plants tolerate some amount of short-term freezing, while "tender" plants are killed or injured by freezing temperatures. Citrus, avocados, bougainvillea, fuchsias and succulents are among the tender plants. If you are in an area prone to frost or freezing, consult a reference such as the Sunset Western Garden Book to learn the hardiness of various species.

Keep watering
Thirsty plants are more susceptible to cold damage. Water your garden several days before frosty weather to create a "heat sink" that retains warmth. This protects roots and warms air near the soil. If no rain is in the forecast, turn on your drip system or sprinkle plants in the evening. Note: this strategy may backfire with some succulents, which have a better chance of survival if the soil around them is dry.

Cover up
This helps keep warmth in. The key here is to cover susceptible plants all the way down to the ground. Why? Because that's where the warmth is. Plants don't produce heat. Instead, they rely on the soil as their main source of warmth. Therefore, to adequately protect a sensitive plant, cover it with an old sheet or other protective cover and let it drape all the way to the ground where you can secure it with bricks or rocks. Uncover the next day to allow the sun to warm the soil surface. Repeat as needed.

Let there be light
Supplemental heat from small wattage bulbs can help reduce frost damage. Use15 watt, 20-25 watt (outdoor-type) bulb to avoid leaf burn from light bulbs. Outdoor Christmas lights (larger, old-fashioned) work well if +15 watts (smaller, LED Christmas lights do not release heat). Place bulb in lower tree canopy and keep lit all night until temperature is above 32° F. Be sure to also use outdoor-type extension cord and fixture.

Spray on
Apply an antitranspirant such as Cloud Cover, available at your local nursery. Spray directly on foliage of cold-sensitive plants to seal in moisture. One application can provide up to three months of protection by coating leaves with an invisible polymer film.

Cut the clippers 
Regardless of how awful the symptoms of freeze damage look, don't prune off damage foliage or branches until after the danger of frost has completely passed. That means through winter and into spring. Pruning too soon increases the risk of infection, and the unsightly plant material actually provides protection to areas lower on the plant.

It's hard to overdo mulch, which helps regulate soil temperature and retain moisture. For short but biting frosts, you can even cover low-growing groundcovers entirely with lightweight mulch such as rice straw or leaf mold. Remove as soon as danger of frost has passed.

Cluster containers
Gather your planting containers together and place in a sheltered spot close to the house if possible.

Plan ahead - Site selection is important
Elevation, surface reflectivity, soil properties, canopy cover and proximity of structures or plants can all affect heat radiation within your landscape. Avoid planting tender species in open, exposed areas or in low spots where cold air settles. Better to put them near a south or west-facing wall, which absorbs heat during the day and radiates it at night. Fences, boulders and shrubs also can serve a protective function for nearby plantings.

More Information:

Managing Pests in Gardens and Landscapes: http://ipm.ucanr.edu/PMG/GARDEN/ENVIRON/frostdamage.html

Citrus Protection: http://homeorchard.ucdavis.edu/8100.pdf